Document details

Analyses of default predicted models for a single family loan

Author(s): Preto, Ana Figueiredo Costa

Date: 2016

Persistent ID: http://hdl.handle.net/10362/18615

Origin: Repositório Institucional da UNL

Subject(s): Credit Scoring; Clustering Analyses; Mortgage default; Behaviour; Statistical Model; Domínio/Área Científica::Ciências Sociais::Economia e Gestão; Domínio/Área Científica::Ciências Sociais::Economia e Gestão; Domínio/Área Científica::Ciências Sociais::Economia e Gestão


Description

This study aims to explore the possibility of a financial entity to produce a predicted model of default. The study aims to compares the performance of an existing model, the FICO and an alternative model, based on cluster analysis method with dataset available. A third option is presented for the analyses of default, which it is the junction of both models. This third method can be implemented in two different ways: the two models agreeing with acceptance of the loan or the two models approving the rejection of the loan.

Document Type Master thesis
Language English
Advisor(s) Rocha, Gonçalo
Contributor(s) Preto, Ana Figueiredo Costa
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